-99.4%
JNUG vs VT
+281.5%
-381.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -4.9% | -4.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | +34.7% | +1.0% | +33.8% | +33.5% |
| 3M | +19.4% | +2.4% | +17.0% | +19.2% |
| 6M | -33.2% | +12.0% | -45.3% | -39.7% |
| YTD | -4.5% | +15.3% | -19.9% | -15.7% |
| 1Y | +72.2% | +22.6% | +49.6% | +41.4% |
| 3Y | +556.3% | +74.7% | +481.6% | +243.8% |
| 5Y | +198.5% | +66.1% | +132.3% | +73.0% |
| 10Y | -95.0% | +225.0% | -320.0% | -98.6% |
| All | -99.4% | +281.5% | -381.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling